I like both equally but am a little more familiar with git.
Although now I prefer bitbucket over github due to private repositories being free .
Actually I think currently mercurial tool support on windows seems better too (I didn't expect TortoiseHG to be so neat, as I had only used Tortoise CVS in the past, and I didn't like it, but thats probably due to the nature of CVS).

Some notes, small annoyances I encountered on my system and how I fixed them.